-60.4%
RXST vs SPY
+86.3%
-146.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | -10.0% | -0.4% | -9.6% | -9.7% |
| 30D | -3.7% | -1.4% | -2.3% | -2.1% |
| 3M | +28.9% | +3.7% | +25.2% | +22.4% |
| 6M | -16.4% | +13.0% | -29.4% | -28.7% |
| YTD | -39.3% | +12.4% | -51.6% | -47.7% |
| 1Y | -35.3% | +18.5% | -53.8% | -47.8% |
| 3Y | -78.2% | +77.6% | -155.8% | -88.8% |
| 5Y | -60.4% | +81.7% | -142.1% | -79.4% |
| All | -60.4% | +86.3% | -146.7% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling